My research interest include finance, econometrics and statistics. Before starting my PhD, I have worked in finance at JPMorgan Chase and ICICI bank.

I have worked on implementing trading strategies in cryptocurrency markets such as the futures-spot basis and carry trade. I have assessed the market efficiency of decentralized finance applications and collecting market data from APIs. I have also investigated after-hours trading in the equities market and peer-to-peer digital markets like Airbnb.

I am an author of R statistical package called acblm. This R package is based on my novel research method to estimate the unobserved non-linear latent factors using machine learning.

My research papers also have strong causal inference component.

I am skilled in R, Python, and data science techniques. I have also taught courses covering econometrics, probability, statistics, and mathematics at University of Warwick.